Title of article
A Bayesian analysis of moving average processes with time-varying parameters
Author/Authors
K. Triantafyllopoulos، نويسنده , , G.P. Nason، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2007
Pages
22
From page
1025
To page
1046
Keywords
Time-varying parameters , Locally stationary processes , Londonmetal exchange , Bayesian models , forecasting , time series , Moving average , LME
Journal title
Computational Statistics and Data Analysis
Serial Year
2007
Journal title
Computational Statistics and Data Analysis
Record number
145593
Link To Document